Looking for a forgotten 80s or might be a 90s movie

All I can remember is a scene at night time where 1 man was fighting completely naked with 4 or 5 men in black jackets, blue jeans and fingerless gloves on top of a tall building and some other buildings could be seen around it that were even taller, might possibly have been in LA somewhere but not sure, I think before it were a sex scene but the men came in and a woman got shot or killed and because of how it happened the guy didn't have time to put any clothes on and just ran to the rooftop to fight them, he might have had a towel on and 1 of the guys ripped it off during the fight, 1 guy made a weird taunt saying Hey I can see his willy, that's all I can remember 

Sorry if it sounds strange but this is all I can remember and only 1 voice I can remember hearing but not sure who it could be